+90.4%
GD vs TSLQ
-97.8%
+188.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.8% | +5.7% | -0.3% |
| 7D | +0.6% | -7.3% | +8.0% | +0.5% |
| 30D | +9.5% | -13.2% | +22.7% | +9.2% |
| 3M | -5.8% | -37.6% | +31.8% | -7.0% |
| 6M | +7.7% | -9.3% | +17.0% | +8.5% |
| YTD | +11.1% | -19.1% | +30.1% | +11.8% |
| 1Y | +6.1% | -27.2% | +33.3% | +6.6% |
| 3Y | +59.8% | -97.1% | +156.9% | +50.0% |
| All | +90.4% | -97.8% | +188.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSLQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling